Group Sparse Optimization by Alternating Direction Method

This paper proposes efficient algorithms for group sparse optimization with mixed L21-regularization, which arises from the reconstruction of group sparse signals in compressive sensing, and the group Lasso problem in statistics and machine learning. It is known that encoding the group information in addition to sparsity will lead to better signal recovery/feature selection. The L21-regularization … Read more

On Minimizing the Energy Consumption of an Electrical Vehicle

The electrical vehicle energy management can be expressed as a Bang-Bang optimal control problem. In this work, we discuss on a new formulation and about the way to approximate this optimal control problem of Bang-Bang type via a discretization technique associated with a Branch-and-Bound algorithm. The problem that we focus on, is the minimization of … Read more

On Minimizing the Energy Consumption of an Electrical Vehicle

The electrical vehicle energy management can be expressed as a Bang-Bang optimal control problem. In this work, we discuss on a new formulation and about the way to approximate this optimal control problem of Bang-Bang type via a discretization technique associated with a Branch-and-Bound algorithm. The problem that we focus on, is the minimization of … Read more

A Matrix-Free Approach For Solving The Gaussian Process Maximum Likelihood Problem

Gaussian processes are the cornerstone of statistical analysis in many application ar- eas. Nevertheless, most of the applications are limited by their need to use the Cholesky factorization in the computation of the likelihood. In this work, we present a matrix-free approach for comput- ing the solution of the maximum likelihood problem involving Gaussian processes. … Read more

A Matrix-Free Approach For Solving The Gaussian Process Maximum Likelihood Problem

Gaussian processes are the cornerstone of statistical analysis in many application ar- eas. Nevertheless, most of the applications are limited by their need to use the Cholesky factorization in the computation of the likelihood. In this work, we present a matrix-free approach for comput- ing the solution of the maximum likelihood problem involving Gaussian processes. … Read more

A Matrix-Free Approach For Solving The Gaussian Process Maximum Likelihood Problem

Gaussian processes are the cornerstone of statistical analysis in many application ar- eas. Nevertheless, most of the applications are limited by their need to use the Cholesky factorization in the computation of the likelihood. In this work, we present a matrix-free approach for comput- ing the solution of the maximum likelihood problem involving Gaussian processes. … Read more

A surrogate management framework using rigorous trust-regions steps

Surrogate models and heuristics are frequently used in the optimization engineering community as convenient approaches to deal with functions for which evaluations are expensive or noisy, or lack convexity. These methodologies do not typically guarantee any type of convergence under reasonable assumptions and frequently render slow convergence. In this paper we will show how to … Read more

A surrogate management framework using rigorous trust-regions steps

Surrogate models and heuristics are frequently used in the optimization engineering community as convenient approaches to deal with functions for which evaluations are expensive or noisy, or lack convexity. These methodologies do not typically guarantee any type of convergence under reasonable assumptions and frequently render slow convergence. In this paper we will show how to … Read more

Efficient Solutions for the Far From Most String Problem

Computational molecular biology has emerged as one of the most exciting interdisciplinary fields. It has currently benefited from concepts and theoretical results obtained by different scientific research communities, including genetics, biochemistry, and computer science. In the past few years it has been shown that a large number of molecular biology problems can be formulated as … Read more

Snow water equivalent estimation using blackbox optimization

Accurate measurements of snow water equivalent (SWE) is an important factor in managing water resources for hydroelectric power generation. SWE over a catchment area may be estimated via kriging on measures obtained by snow monitoring devices positioned at strategic locations. The question studied in this paper is to find the device locations that minimize the … Read more